+113.9%
SOXX vs AHR
+33.1%
+80.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.4% |
| 7D | +2.2% | -1.5% | +3.7% | +2.1% |
| 30D | -2.0% | -1.4% | -0.6% | -2.1% |
| 3M | -13.7% | +18.6% | -32.3% | -15.4% |
| 6M | +52.4% | +6.6% | +45.8% | +53.4% |
| YTD | +72.8% | +17.5% | +55.3% | +70.4% |
| 1Y | +113.9% | +30.9% | +83.0% | +107.5% |
| All | +113.9% | +33.1% | +80.8% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling